CME Swiss Franc Future March 2023
| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0651 |
1.0624 |
-0.0028 |
-0.3% |
1.0645 |
| High |
1.0656 |
1.0696 |
0.0040 |
0.4% |
1.0721 |
| Low |
1.0603 |
1.0623 |
0.0021 |
0.2% |
1.0603 |
| Close |
1.0626 |
1.0691 |
0.0065 |
0.6% |
1.0691 |
| Range |
0.0054 |
0.0073 |
0.0019 |
35.5% |
0.0118 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
13,928 |
12,593 |
-1,335 |
-9.6% |
80,199 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0862 |
1.0731 |
|
| R3 |
1.0815 |
1.0789 |
1.0711 |
|
| R2 |
1.0742 |
1.0742 |
1.0704 |
|
| R1 |
1.0717 |
1.0717 |
1.0698 |
1.0730 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0676 |
| S1 |
1.0644 |
1.0644 |
1.0684 |
1.0657 |
| S2 |
1.0597 |
1.0597 |
1.0678 |
|
| S3 |
1.0525 |
1.0572 |
1.0671 |
|
| S4 |
1.0452 |
1.0499 |
1.0651 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0976 |
1.0756 |
|
| R3 |
1.0907 |
1.0858 |
1.0723 |
|
| R2 |
1.0789 |
1.0789 |
1.0713 |
|
| R1 |
1.0740 |
1.0740 |
1.0702 |
1.0765 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0684 |
| S1 |
1.0622 |
1.0622 |
1.0680 |
1.0647 |
| S2 |
1.0553 |
1.0553 |
1.0669 |
|
| S3 |
1.0435 |
1.0504 |
1.0659 |
|
| S4 |
1.0317 |
1.0386 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0721 |
1.0603 |
0.0118 |
1.1% |
0.0081 |
0.8% |
75% |
False |
False |
16,039 |
| 10 |
1.0869 |
1.0603 |
0.0267 |
2.5% |
0.0084 |
0.8% |
33% |
False |
False |
18,174 |
| 20 |
1.1000 |
1.0603 |
0.0397 |
3.7% |
0.0086 |
0.8% |
22% |
False |
False |
16,982 |
| 40 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0099 |
0.9% |
18% |
False |
False |
18,184 |
| 60 |
1.1082 |
1.0603 |
0.0479 |
4.5% |
0.0098 |
0.9% |
18% |
False |
False |
16,584 |
| 80 |
1.1082 |
1.0190 |
0.0892 |
8.3% |
0.0100 |
0.9% |
56% |
False |
False |
12,470 |
| 100 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0093 |
0.9% |
64% |
False |
False |
9,980 |
| 120 |
1.1082 |
1.0010 |
0.1072 |
10.0% |
0.0087 |
0.8% |
64% |
False |
False |
8,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1004 |
|
2.618 |
1.0885 |
|
1.618 |
1.0813 |
|
1.000 |
1.0768 |
|
0.618 |
1.0740 |
|
HIGH |
1.0696 |
|
0.618 |
1.0668 |
|
0.500 |
1.0659 |
|
0.382 |
1.0651 |
|
LOW |
1.0623 |
|
0.618 |
1.0578 |
|
1.000 |
1.0551 |
|
1.618 |
1.0506 |
|
2.618 |
1.0433 |
|
4.250 |
1.0315 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0680 |
1.0679 |
| PP |
1.0670 |
1.0667 |
| S1 |
1.0659 |
1.0655 |
|